+437.1%
GS vs TFC
+77.1%
+360.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +2.4% | +8.6% | -6.2% | -2.7% |
| 3M | -11.5% | -4.3% | -7.1% | -9.1% |
| 6M | -2.5% | +5.4% | -7.9% | -6.2% |
| YTD | +5.5% | +4.5% | +0.9% | +2.0% |
| 1Y | +11.0% | +14.0% | -3.0% | +1.7% |
| 3Y | +200.1% | +93.4% | +106.7% | +98.0% |
| 5Y | +154.7% | +0.5% | +154.2% | +142.0% |
| All | +437.1% | +77.1% | +360.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling